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Reflected Brownian Motions, Dirichlet Processes and Queueing Networks K. Ramanan Carnegie Mellon University includes joint work with Weining Kang and Martin Reiman K. Ramanan…
ar X iv :1 70 9. 01 61 4v 1 [ m at h. PR ] 5 S ep 2 01 7 Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions Yaozhong Hu 1,∗…
()PANKI KIM AND ANTE MIMICA Abstract. In this paper, we consider subordinate Brownian motion X in R d, d ≥ 1, where the Laplace exponent φ of the corresponding subordinator
1 Noncolliding Brownian Motions with Arbitrary Initial Configuration and Multiple Orthogonal Functions Makoto Katori Chuo Univ. , Tokyo, Japan Joint work with Hideki Tanemura…
Potential theory of subordinate killed Brownian motionsPotential theory of subordinate killed Brownian motions Renming Song Introduction Main Results Ingredients of Proofs
Obliquely Reflected Brownian motions ORBMs in Non-Smooth Domains Kavita Ramanan, Brown University Frontier Probability Days, U. of Arizona, May 2014 K. Ramanan Oblique Reflecting…
The Annals of Probability 2016, Vol. 44, No. 2, 1134–1211 DOI: 10.1214/14-AOP998 © Institute of Mathematical Statistics, 2016 NONINTERSECTING BROWNIAN MOTIONS ON THE UNIT…
Chapter 3 Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation Masaaki Kijima and Chun Ming Tam Additional information is available at the end…
Couplings of reflecting Brownian motions and applications Mihai N Pascu Transilvania University of Braşov Romania August 26 2010 10éme Colloque Franco-Roumain de Mathèmatiques…
warwickacuklib-publications Original citation: Candellero Elisabetta and Kendall W S 2018 Coupling of Brownian motions in Banach spaces Electronic Communication in Probability…
Fractional Brownian Motions in Financial Models and Their Monte Carlo SimulationChapter 3 Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation
DIFFEOMORPHISMS OF THE CIRCLE AND BROWNIAN MOTIONS ON AN INFINITE-DIMENSIONAL SYMPLECTIC GROUP MARIA GORDINA AND MANG WU Abstract An embedding of the group DiffS1 of orientation…
Chapter 3 Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation Masaaki Kijima and Chun Ming Tam Additional information is available at the end…
Fractional Brownian Motions in a Limit of Turbulent Transport Author(s): Albert Fannjiang and Tomasz Komorowski Source: The Annals of Applied Probability, Vol. 10, No. 4…
SIAM Review: 10, 1968, 422-437. H11 Fractional Brownian motions, fractional noises and applications (M & Van Ness 1968) THE TERM “FRACTIONAL BROWNIAN MOTIONS” and…
8/10/2019 Mandelbrot - Scaling in financial prices - 3- Cartoon Brownian motions in multifractal time.pdf 1/14Q U A N T I T A T I V E F I N A N C E V O L U M E1 (2001) 427440…
Radial processes for sub-Riemannian Brownian motions and applications Fabrice Baudoin1 Erlend Grong2 Kazumasa Kuwada†3 Robert Neel4 Anton Thalmaier5 1Department of Mathematics…
For Peer Review O nly VARIANCE ESTIMATION FOR FRACTIONAL BROWNIAN MOTIONS WITH FIXED HURST PARAMETERS Journal: Communications in Statistics – Theory and Methods Manuscript…
저작자표시-비영리-변경금지 2.0 대한민국 이용자는 아래의 조건을 따르는 경우에 한하여 자유롭게 l 이 저작물을 복제, 배포, 전송,…